The book contains a large number of illustrations, examples, and exercises. It will be useful for graduate-level courses on shastic processes for students in applied mathematics, physics and engineering. Many of the topics covered in this book (reversible diffusions, convergence toequilibrium for diffusion processes, inference methods for shastic differential equations, derivation of the generalized Langevin equation, exit time problems) cannot be easily found in textbook form and will be useful to both researchers and students interested in the applications of shastic processes.
The book contains a large number of illustrations, examples, and exercises. It will be useful for graduate-level courses on shastic processes for students in applied mathematics, physics and engineering. Many of the topics covered in this book (reversible diffusions, convergence toequilibrium for diffusion processes, inference methods for shastic differential equations, derivation of the generalized Langevin equation, exit time problems) cannot be easily found in textbook form and will be useful to both researchers and students interested in the applications of shastic processes.
Stochastic Processes and Applications: Diffusion Processes, the Fokker-Planck and Langevin Equations
339
Stochastic Processes and Applications: Diffusion Processes, the Fokker-Planck and Langevin Equations
339Paperback(Softcover reprint of the original 1st ed. 2014)
Product Details
| ISBN-13: | 9781493954797 |
|---|---|
| Publisher: | Springer New York |
| Publication date: | 08/23/2016 |
| Series: | Texts in Applied Mathematics , #60 |
| Edition description: | Softcover reprint of the original 1st ed. 2014 |
| Pages: | 339 |
| Product dimensions: | 6.10(w) x 9.25(h) x 0.03(d) |